All Publications

ZORA Publication List

Publications

• Journal Article

  • 2025

    • Willemin, Rémi; Krug, Cornelia B; Roux, Nicolas; Bürgi Bonanomi, Elisabeth; Chesney, Marc; Curnow, Benjamin; Deutsch, Sierra; Eppinga, Maarten B; Jacobi, Johanna; van Moorsel, Sofia J; Petibon, Fanny; Schuh, Leila; Sonderegger, Gabi; Waeber, Patrick O; Santos, Maria J (2025). Unmute biodiversity risks of free trade? The EFTA–Mercosur Agreement (Swiss) case study. Environmental Sciences Europe, 37(1):26.

  • 2024

    • Chesney, Kelsi M; Keating, Gregory F; Patel, Nirali; Kilburn, Lindsay; Fonseca, Adriana; Wu, Cheng-Chia; Nazarian, Javad; Packer, Roger J; Donoho, Daniel A; Oluigbo, Chima; Myseros, John S; Keating, Robert F; Syed, Hasan R (2024). The role of focused ultrasound for pediatric brain tumors: current insights and future implications on treatment strategies. Child's Nervous System, 40(8):2333-2344.

  • 2023

    • Strauß, Nadine; Krakow, Jonathan; Chesney, Marc (2023). It’s the News, Stupid! The Relationship Between News Attention, Literacy, Trust, Greenwashing Perceptions and Sustainable Finance Investment in Switzerland. Journal of Sustainable Finance & Investment, 13(4):1480-1505.
    • Vargas, Carlos; Chesney, Marc (2023). What are you waiting to invest in grid-connected residential photovoltaics in California?. Journal of Sustainable Finance & Investment, 13(1):660-677.

  • 2021

    • Chesney, Marc (2021). L'injustice sociale à l’heure de la financiarisation et de la digitalisation de l’économie. Filosofia e teologia, 2:243-251.
    • Chesney, Marc; Vargas, Carlos (2021). End of Life Decommissioning and Recycling of Solar Panels in the United States. A Real Options Analysis. Journal of Sustainable Finance & Investment, 11(1):82-102.

  • 2020

    • Chesney, Marc; Stromberg, Jacob; Wagner, Alexander; Wolff, Vincent Lars (2020). Managerial incentives to take asset risk. Journal of Corporate Finance, 65:101758.

  • 2018

    • Chesney, Marc; Vargas, Carlos; Balietti, Anca (2018). Long-Term Investment Choices for Quinoa Farmers in Puno, Peru: A Real Options Case Study. International Journal of Food and Agricultural Economics, 6(4):1-19.
    • Chesney, Marc; Vasiljevic, Nikola (2018). Parisian Options with Jumps: A Maturity-Excursion Randomization Approach. Quantitative Finance, 18(11):1887-1908.

  • 2017

    • Chesney, Marc; Lasserre, Pierre; Troja, Bruno (2017). Mitigating Global Warming: A Real Options Approach. Annals of Operations Research, 255(1-2):465-506.
    • Chesney, Marc; Gheyssens, Jonathan; Troja, Bruno (2017). Market uncertainty and risk transfer in REDD projects. Journal of Sustainable Forestry, 36(5):535-553.
    • Seele, Peter; Chesney, Marc (2017). Toxic sustainable companies? A critique on the shortcomings of current corporate sustainability ratings and a definition of ‘financial toxicity. Journal of Sustainable Finance & Investment, 7(2):139-146.

  • 2016

    • Chesney, Marc; Coculescu, Delia; Gokay, Selim (2016). Endogenous trading in Credit Default Swaps. Decisions in Economics and Finance, 39(1):1-31.

  • 2015

    • Paetzold, Falko; Busch, Timo; Chesney, Marc (2015). More than money: exploring the role of investment advisors for sustainable investing. Annals in Social Responsibility, 1(1):195-223.
    • Chesney, Marc; Crameri, Remo; Mancini, Loriano (2015). Detecting abnormal trading activities in option markets. Journal of Empirical Finance, 33:263-275.
    • Bahn, Olivier; Chesney, Marc; Gheyssens, Jonathan; Knutti, Reto; Pana, Anca Claudia (2015). Is there room for geoengineering in the optimal climate policy mix?. Environmental Science & Policy, 48:67-76.

  • 2014

    • Chesney, Marc; Taschini, Luca; Wang, Mei (2014). Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies. Journal of Regulatory Economics, 46(1):23-50.

  • 2012

    • Chesney, Marc; Taschini, Luca (2012). The endogenous price dynamics of emission allowances and an application to CO2 option pricing. Applied Mathematical Finance, 19(5):447-475.
    • Wang, Mei; Bernstein, Abraham; Chesney, Marc (2012). An experimental study on real option strategies. Quantitative Finance, 12(11):1753-1772.
    • Chesney, Marc; Kempf, Alexander (2012). The value of tradeability. Review of Derivatives Research, 15(3):193-216.
    • Bahn, Olivier; Chesney, Marc; Gheyssens, Jonathan (2012). The effect of proactive adaptation on green investment. Environmental Science & Policy, 18:9-24.

  • 2011

    • Chesney, Marc; Reshetar, Ganna; Karaman, Mustafa (2011). The impact of terrorism on financial markets: an empirical study. Journal of Banking and Finance, 35(2):253-267.

  • 2010

    • Chesney, Marc; Weber-Berg, Christoph (2010). Banken ohne moralischen Kompass. UZH magazin: die Wissenschaftszeitschrift:online.

  • 2008

    • Chesney, Marc; Gibson, Rajna (2008). Stock options and managers’ incentives to cheat. Review of Derivatives Research, 11(1-2):41-59.

  • 2006

    • Chesney, Marc; Gauthier, Laurent (2006). American Parisian Options. Finance and Stochastics, 10(4):475-506.

  • 2004

    • Chesney, Marc; Jeanblanc, Monique (2004). Pricing American currency options in an exponential Lévy model. Applied Mathematical Finance, 11(3):207-225.

  • 2003

    • Chesney, Marc; Hazari, Bharat R (2003). Illegal Migrants, Tourism and Welfare: A Trade Theoretic Approach. Pacific Economic Review, 8(3):259-268.
    • Botteron, Pascal; Chesney, Marc; Gibson-Asner, Rajna (2003). Analyzing firms' strategic investment decisions in a real options' framework. Journal of international financial markets, institutions & money, 13(5):451-479.
    • Chesney, Marc; Barrieu, Pauline (2003). Optimal Timing to Adopt Environmental Policy in a Strategic Framework. Environmental Modeling & Assessment, 8(3):149-163.
    • Baranzini, Andrea; Chesney, Marc; Morisset, Jacques (2003). The impact of possible climate catastrophes on global warming policy. Energy Policy, 31(8):691-701.

  • 2002

    • Loubergé, Henri; Villeneuve, Stéphane; Chesney, Marc (2002). Long-term risk management of nuclear waste: a real options approach. Journal of Economic Dynamics and Control, 27(1):157-180.

  • 2001

    • Chesney, Marc; Gibson-Asner, Rajna (2001). Reducing asset substitution with warrant and convertible debt issue. The Journal of Derivatives, 9(1):39-52.

  • 1999

    • Chesney, Marc; Hazari, Bharat R; Sgro, Pasquale M (1999). Immigration, unemployment and welfare. International Economic Journal, 13(2):59-74.
    • Chesney, M; Gibson-Asner, R (1999). The investment policy and the pricing of equity in a levered firm: a re-examination of the 'contingent claims' valuation approach. The European Journal of Finance, 5(2):95-107.

  • 1998

    • Chesney, Marc; Hazari, Bharat (1998). Irrational entry, rational exit. Journal of Mathematical Economics, 29(1):1-13.

  • 1997

    • Chesney, Marc; Jeanblanc-Picqué, Monique; Yor, Marc (1997). Brownian excursions and Parisian barrier options. Advances in Applied Probability, 29(1):165-184.

  • 1996

    • Chesney, Marc; Eid Júnior, William (1996). Options listing and the volatility of the underling asset: a study on the derivative market function. Revista de administração de empresas, 36(1):28-32.
    • Chesney, Marc; Lefoll, Jean (1996). Predicting premature exercise of an American put on stocks: theory and empirical evidence. The European Journal of Finance, 2(1):21-39.

  • 1995

    • Chesney, Marc; Gibson, Rajna; Loubergé, Henri (1995). Arbitrage trading and index option pricing at SOFFEX: an empirical study using daily and intradaily data. Finanzmarkt und Portfolio Management, 9(1):35-60.

  • 1993

    • Chesney, Marc; Elliott, Robert J; Madan, Dilip; Yang, Hailiang (1993). Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying. Mathematical Finance, 3(2):85-99.
    • Chesney, Marc; Gibson, Rajna; Elliott, Robert J (1993). Analytical solutions for the pricing of american bond and yield options. Mathematical Finance, 3(3):277-294.

  • 1989

    • Chesney, Marc; Scott, Louis (1989). Pricing European currency options: a comparison of the modified Black-Scholes model and a random variance model. Journal of Financial and Quantitative Analysis, 24(3):267-284.

  • 1986

    • Chesney, Marc; Loubergé, Henri (1986). Risk aversion and the composition of wealth in the demand for full insurance coverage. Swiss Journal of Economics and Statistics = Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 122(3):359-370.

• Book Section

  • 2022

    • Dembinski, Paul; Rudaz, Philippe; Soissons, Hannah; Chesney, Marc (2022). Does global English influence the perception of professional ethical dilemmas?. In: Grin, François; Marácz, László; Pokorn, Nike K. Advances in Interdisciplinary Language Policy. Amsterdam: John Benjamins Publishing, 531-554.

  • 2021

    • Chesney, Marc (2021). Economics and Finance: The Monopoly and Dangers of the Mainstream School of Thought. In: Bourghelle, David; Pérez, Roland; Rozin, Philippe. Rethinking Finance in the Face of New Challenges. Bingley: Emerald Publishing, 199-204.

  • 2018

    • Chesney, Marc (2018). Vom Grossen Krieg zur permanenten Krise. In: Thier, Andreas; Schwab, Lea. 1914. Zürich: vdf Hochschulverlag AG an der ETH Zürich, 207-222.

  • 2016

    • Chesney, Marc (2016). Der Widerspruch zwischen Neoliberalismus und liberaler Demokratie am Beispiel des Finanzmarktes. In: Brühlmeier, Daniel; Mastronardi, Philippe. Demokratie in der Krise. Zürich: Chronos Verlag.

  • 2015

    • Chesney, Marc (2015). Zum Widerspruch zwischen der Logik des Finazsektors und den Prinzipien des Libealismus. In: Pfleiderer, Georg; et al. Aspekte von Risiko, Vertrauen, Schuld. Zürich: Pano Verlag, 59-76.
    • Chesney, Marc; Taschini, Luca; Gheyssens, Jonathan (2015). Emissions Markets and Products. In: Roncoroni, Andrea. Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Managemen. Hoboken: Wiley, 223-254.
    • Chesney, Marc; Maranghino-Singer, Brigitte; Huber, Martina Z; Oertle, David; Hilty, Lorenz M (2015). An information system supporting cap and trade in organizations. In: Hilty, Lorenz; Aebischer, Bernard. ICT Innovations for Sustainybility. Cham: Springer, 285-299.

Pagination